+18.9%
SWKS vs UMAC
+2.9%
+16.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.9% | +8.0% | -2.0% |
| 7D | -4.9% | -26.0% | +21.1% | -2.5% |
| 30D | -1.2% | -40.3% | +39.1% | +3.1% |
| 3M | +24.2% | -51.1% | +75.3% | +30.7% |
| 6M | +21.5% | -5.6% | +27.1% | +21.3% |
| YTD | +33.5% | +2.3% | +31.2% | +28.4% |
| 1Y | +18.9% | +7.9% | +11.1% | +13.7% |
| All | +18.9% | +2.9% | +16.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling